Question: Let X1,..., Xn be iid negative binomial(r, p). (a) Complete the details of Example 10.4.9; that is, show that for small p, the interval is

Let X1,..., Xn be iid negative binomial(r, p).
(a) Complete the details of Example 10.4.9; that is, show that for small p, the interval
Χληr0/2 2Σ χ-o/2<p< 2 Σε p: Σ

is an approximate 1 - α confidence interval.
(b) Show how to choose the endpoints in order to obtain a minimum length 1 - α interval.

r0/2 2 -o/2

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